自用事件30M - 优化版V8This is a strategy designed specifically for the 30-minute period of the Ethereum Event Contract, which is suitable for use during the 1-minute cycle to gain insights into the 30-minute period.
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Enhanced Holt-Winters RSI [BOSWaves]Enhanced Holt-Winters RSI – Next-Level Momentum Smoothing & Signal Precision
Overview
The Enhanced Holt-Winters RSI transforms the classic Relative Strength Index into a robust, lag-minimized momentum oscillator through Holt-Winters triple exponential smoothing. By modeling the level, trend, and cyclical behavior of the RSI series, this indicator delivers smoother, more responsive signals that highlight overbought/oversold conditions, momentum shifts, and high-conviction trading setups without cluttering the chart with noise.
Unlike traditional RSI, which reacts to historical data and produces frequent whipsaws, the Enhanced Holt-Winters RSI filters transient price fluctuations, enabling traders to detect emerging momentum and potential reversal zones earlier.
Theoretical Foundation
The traditional RSI measures relative strength by comparing average gains and losses, but suffers from:
Lag in trend recognition : Signals often arrive after momentum has shifted.
Noise sensitivity : High-frequency price movements generate unreliable crossovers.
Limited insight into structural market shifts : Standard RSI cannot contextualize cyclical or momentum patterns.
The Enhanced Holt-Winters RSI addresses these limitations by applying triple exponential smoothing directly to the RSI series. This decomposes the series into:
Level (Lₜ) : Represents the smoothed central tendency of RSI.
Trend (Tₜ) : Captures rate-of-change in smoothed momentum.
Seasonal Component (Sₜ) : Models short-term cyclical deviations in momentum.
By incorporating these elements, the oscillator produces smoothed RSI values that react faster to emerging trends while suppressing erratic noise. Its internal forecast is mathematical, influencing the smoothed RSI output and signals, rather than being directly plotted.
How It Works
The Enhanced Holt-Winters RSI builds its signal framework through several layers:
1. Base RSI Calculation
Computes standard RSI over the selected period as the primary momentum input.
2. Triple Exponential Smoothing (Holt-Winters)
The RSI is smoothed recursively to extract underlying momentum structure:
Level, trend, and seasonal components are combined to produce a smoothed RSI.
This internal smoothing reduces lag and enhances signal reliability.
3. Momentum Analysis
Short-term momentum shifts are tracked via a moving average of the smoothed RSI, highlighting acceleration or deceleration in directional strength.
4. Volume Confirmation (Optional)
Buy/sell signals can be filtered through a configurable volume threshold, ensuring only high-conviction moves trigger alerts.
5. Visual Output
Colored Candles : Represent overbought (red), oversold (green), or neutral (yellow) conditions.
Oscillator Panel : Plots the smoothed RSI with dynamic color coding for immediate trend context.
Signals : Triangular markers indicate bullish or bearish setups, with stronger signals flagged in extreme zones.
Interpretation
The Enhanced Holt-Winters RSI provides a multi-dimensional perspective on price action:
Trend Strength : Smoothed RSI slope and color coding reflect the direction and momentum intensity.
Momentum Shifts : Rapid changes in the smoothed RSI indicate emerging strength or weakness.
Overbought/Oversold Zones : Highlight areas where price is stretched relative to recent momentum.
High-Conviction Signals : Combined with volume filtering, markers indicate optimal entries/exits.
Cycle Awareness : Smoothing reveals structural patterns, helping traders avoid reacting to noise.
By combining these elements, traders gain early insight into market structure and momentum without relying on raw, lag-prone RSI data.
Strategy Integration
The Enhanced Holt-Winters RSI can be applied across trading styles:
Trend Following
Enter when RSI is aligned with price momentum and color-coded signals confirm trend direction.
Strong slope in the smoothed RSI signals trend continuation.
Reversal Trading
Look for RSI extremes with momentum shifts and strong signal markers.
Compression in oscillator values often precedes reversal setups.
Breakout Detection
Oscillator flattening in neutral zones followed by directional expansion indicates potential breakout conditions.
Multi-Timeframe Confluence
Higher timeframes provide directional bias; lower timeframes refine entry timing using smoothed RSI dynamics.
Technical Implementation Details
Input Source : Close, open, high, low, or price.
Smoothing : Holt-Winters triple exponential smoothing applied to RSI.
Parameters :
Level (α) : Controls smoothing of RSI.
Trend (β) : Adjusts responsiveness to momentum changes.
Seasonal Length : Defines cycles for short-term adjustments.
Delta Smoothing : Reduces choppiness in smoothed RSI difference.
Outputs :
Smoothed RSI
Colored candles and oscillator panel
Buy/Sell signal markers (with optional strength filtering)
Volume Filtering : Optional threshold to confirm signals.
Optimal Application Parameters
Asset-Specific Guidance:
Forex : Use moderate smoothing (α, β) to capture medium-term momentum swings while filtering minor price noise. Works best when combined with volume or volatility filters.
Equities : Balance responsiveness and smoothness to identify sustained sector momentum or rotational shifts; ideal for capturing clean directional transitions.
Cryptocurrency : Increase smoothing parameters slightly to stabilize RSI during extreme volatility; optional volume confirmation can help filter false signals.
Futures/Indices : Lower smoothing sensitivity emphasizes macro momentum and structural trend durability over short-term fluctuations.
Timeframe Optimization:
Scalping (1-5m) : Use higher sensitivity (lower smoothing factors) to react quickly to micro-momentum reversals.
Intraday (15m-1h) : Balance smoothing and responsiveness for detecting short-term acceleration and exhaustion zones.
Swing (4h-Daily) : Apply moderate smoothing to reveal underlying directional persistence and cyclical reversals.
Position (Daily-Weekly) : Use stronger smoothing to isolate dominant momentum trends and filter temporary pullbacks.
Integration Guidelines
Combine with trend filters (EMAs, SuperSmoother MA, ATR-based tools) for confirmation.
Use volume and signal strength markers to filter low-conviction trades.
Slope, color, and signal alignment can guide entry, stop placement, and scaling.
Disclaimer
The Enhanced Holt-Winters RSI is a technical analysis tool, not a guaranteed profit system. Effectiveness depends on proper settings, market structure, and disciplined risk management. Always backtest before live trading.
Multi IndicatorThis script uses combination of RSI, W %, BB, EMA signals to find movement direction and reversals.
Prakash Balkawade
UOT Gold Pressure IndexGold Pressure Index combines the momentum of the US Dollar Index (DXY) and US 10-Year Treasury Yields into a single, easy-to-read oscillator that helps traders identify high-probability setups in gold markets.
What Does This Indicator Do?
This indicator measures the combined directional pressure from the two primary fundamental drivers of gold prices:
DXY (US Dollar Index) - Gold's primary inverse correlation
US 10-Year Treasury Yields - Alternative to gold for safe-haven flows
When both are rising together, gold typically faces strong selling pressure. When both are falling together, gold typically finds support. The GPI simplifies this analysis into one visual metric.
AO Divergence RCT PRO//@description=This indicator, AO Divergence Pro, is a powerful tool designed to automatically identify and plot both classic and hidden divergences on the Awesome Oscillator (AO). Divergences occur when the price action and the oscillator move in opposite directions, often signaling a potential shift in market momentum.
//
// --- Key Features ---
// 1. Regular (Classic) Divergence Detection: This feature identifies potential trend reversals.
// - A **Bullish Regular Divergence** (labeled 'R') is found when the price makes a lower low, but the AO makes a higher low. This suggests that downward momentum is weakening and a reversal to the upside may be imminent.
// - A **Bearish Regular Divergence** (labeled 'R') is found when the price makes a higher high, but the AO makes a lower high. This suggests that upward momentum is fading and a reversal to the downside may be coming.
//
// 2. Hidden Divergence Detection: This feature identifies potential trend continuations.
// - A **Bullish Hidden Divergence** (labeled 'H') is found when the price makes a higher low, but the AO makes a lower low. This often occurs during a pullback in an uptrend, suggesting the trend is likely to resume.
// - A **Bearish Hidden Divergence** (labeled 'H') is found when the price makes a lower high, but the AO makes a higher high. This often occurs during a rally in a downtrend, suggesting the downtrend is likely to continue.
//
// 3. Full Customization: The indicator allows you to toggle the display of each type of divergence (Bullish/Bearish, Regular/Hidden) independently. You can also adjust the pivot detection sensitivity and the time range between divergences to filter signals according to your trading style.
//
// --- How to Use ---
// 1. **Identify Reversals:** Look for the 'R' labels on the chart. A bullish 'R' in a downtrend is a strong signal to consider a long position. A bearish 'R' in an uptrend is a signal to consider a short position.
// 2. **Confirm Continuations:** Look for the 'H' labels. A bullish 'H' during an uptrend pullback can be a good opportunity to add to your position. A bearish 'H' during a downtrend rally can be a signal to enter a short trade.
// 3. **Filter Signals:** Use the settings panel to control the number of signals. For example, increasing the "Min Bars Between" will show fewer, but potentially more reliable, divergences.
//
// --- Attribution ---
// Created by Carlos Mauricio Vizcarra.
//
// --- Disclaimer ---
// This script is for informational and educational purposes only. It is not financial advice. Past performance is not indicative of future results.
Smart Risk DCA Meter — Adaptive Market Risk EngineThe **Smart Risk DCA Meter** is an adaptive market-risk indicator that helps you invest smarter by scaling your DCA buys based on actual market conditions instead of emotion. It combines momentum, distance from trend, and drawdown factors into a single 0–1 risk score that automatically adjusts to each asset’s volatility — from stable indices like SPX to high-beta assets like BTC. Low readings (green zones) signal opportunity to buy heavier, while high readings (red zones) warn to slow down and protect capital.
RSI Bollinger Bands [DCAUT]█ RSI Bollinger Bands
📊 ORIGINALITY & INNOVATION
The RSI Bollinger Bands indicator represents a meaningful advancement in momentum analysis by combining two proven technical tools: the Relative Strength Index (RSI) and Bollinger Bands. This combination addresses a significant limitation in traditional RSI analysis - the use of fixed overbought/oversold thresholds (typically 70/30) that fail to adapt to changing market volatility conditions.
Core Innovation:
Rather than relying on static threshold levels, this indicator applies Bollinger Bands statistical analysis directly to RSI values, creating dynamic zones that automatically adjust based on recent momentum volatility. This approach helps reduce false signals during low volatility periods while remaining sensitive to genuine extremes during high volatility conditions.
Key Enhancements Over Traditional RSI:
Dynamic Thresholds: Overbought/oversold zones adapt to market conditions automatically, eliminating the need for manual threshold adjustments across different instruments and timeframes
Volatility Context: Band width provides immediate visual feedback about momentum volatility, helping traders distinguish between stable trends and erratic movements
Reduced False Signals: During ranging markets, narrower bands filter out minor RSI fluctuations that would trigger traditional fixed-threshold signals
Breakout Preparation: Band squeeze patterns (similar to price-based BB) signal potential momentum regime changes before they occur
Self-Referencing Analysis: By measuring RSI against its own statistical behavior rather than arbitrary levels, the indicator provides more relevant context
📐 MATHEMATICAL FOUNDATION
Two-Stage Calculation Process:
Stage 1: RSI Calculation
RSI = 100 - (100 / (1 + RS))
where RS = Average Gain / Average Loss over specified period
The RSI normalizes price momentum into a bounded 0-100 scale, making it ideal for statistical band analysis.
Stage 2: Bollinger Bands on RSI
Basis = MA(RSI, BB Length)
Upper Band = Basis + (StdDev(RSI, BB Length) × Multiplier)
Lower Band = Basis - (StdDev(RSI, BB Length) × Multiplier)
Band Width = Upper Band - Lower Band
The Bollinger Bands measure RSI's standard deviation from its own moving average, creating statistically-derived dynamic zones.
Statistical Interpretation:
Under normal distribution assumptions with default 2.0 multiplier, approximately 95% of RSI values should fall within the bands
Band touches represent statistically significant momentum extremes relative to recent behavior
Band width expansion indicates increasing momentum volatility (strengthening trend or increasing uncertainty)
Band width contraction signals momentum consolidation and potential regime change preparation
📊 COMPREHENSIVE SIGNAL ANALYSIS
Visual Color Signals:
This indicator features dynamic color fills that highlight extreme momentum conditions:
Green Fill (Above Upper Band):
Appears when RSI breaks above the upper band, indicating exceptionally strong bullish momentum
Represents dynamic overbought zone - not necessarily a reversal signal but a warning of extreme conditions
In strong uptrends, green fills can persist as RSI "rides the band" - this indicates sustained momentum strength
Exit of green zone (RSI falling back below upper band) often signals initial momentum weakening
Red Fill (Below Lower Band):
Appears when RSI breaks below the lower band, indicating exceptionally weak bearish momentum
Represents dynamic oversold zone - potential reversal or continuation signal depending on trend context
In strong downtrends, red fills can persist as RSI "rides the band" - this indicates sustained selling pressure
Exit of red zone (RSI rising back above lower band) often signals initial momentum recovery
Position-Based Signals:
Upper Band Interactions:
RSI Touching Upper Band: Dynamic overbought condition - momentum is extremely strong relative to recent volatility, potential exhaustion or continuation depending on trend context
RSI Riding Upper Band: Sustained strong momentum, often seen in powerful trends, not necessarily an immediate reversal signal but warrants monitoring for exhaustion
RSI Crossing Below Upper Band: Initial momentum weakening signal, particularly significant if accompanied by price divergence
Lower Band Interactions:
RSI Touching Lower Band: Dynamic oversold condition - momentum is extremely weak relative to recent volatility, potential reversal or continuation of downtrend
RSI Riding Lower Band: Sustained weak momentum, common in strong downtrends, monitor for potential exhaustion
RSI Crossing Above Lower Band: Initial momentum strengthening signal, early indication of potential reversal or consolidation
Basis Line Signals:
RSI Above Basis: Bullish momentum regime - upward pressure dominant
RSI Below Basis: Bearish momentum regime - downward pressure dominant
Basis Crossovers: Momentum regime shifts, more significant when accompanied by band width changes
RSI Oscillating Around Basis: Balanced momentum, often indicates ranging market conditions
Volatility-Based Signals:
Band Width Patterns:
Narrow Bands (Squeeze): Momentum volatility compression, often precedes significant directional moves, similar to price coiling patterns
Expanding Bands: Increasing momentum volatility, indicates trend acceleration or growing uncertainty
Narrowest Band in 100 Bars: Extreme compression alert, high probability of upcoming volatility expansion
Advanced Pattern Recognition:
Divergence Analysis:
Bullish Divergence: Price makes lower lows while RSI touches or stays above previous lower band touch, suggests downward momentum weakening
Bearish Divergence: Price makes higher highs while RSI touches or stays below previous upper band touch, suggests upward momentum weakening
Hidden Bullish: Price makes higher lows while RSI makes lower lows at the lower band, indicates strong underlying bullish momentum
Hidden Bearish: Price makes lower highs while RSI makes higher highs at the upper band, indicates strong underlying bearish momentum
Band Walk Patterns:
Upper Band Walk: RSI consistently touching or staying near upper band indicates exceptionally strong trend, wait for clear break below basis before considering reversal
Lower Band Walk: RSI consistently at lower band signals very weak momentum, requires break above basis for reversal confirmation
🎯 STRATEGIC APPLICATIONS
Strategy 1: Mean Reversion Trading
Setup Conditions:
Market Type: Ranging or choppy markets with no clear directional trend
Timeframe: Works best on lower timeframes (5m-1H) or during consolidation phases
Band Characteristic: Normal to narrow band width
Entry Rules:
Long Entry: RSI touches or crosses below lower band, wait for RSI to start rising back toward basis before entry
Short Entry: RSI touches or crosses above upper band, wait for RSI to start falling back toward basis before entry
Confirmation: Use price action confirmation (candlestick reversal patterns) at band touches
Exit Rules:
Target: RSI returns to basis line or opposite band
Stop Loss: Fixed percentage or below recent swing low/high
Time Stop: Exit if position not profitable within expected timeframe
Strategy 2: Trend Continuation Trading
Setup Conditions:
Market Type: Clear trending market with higher highs/lower lows
Timeframe: Medium to higher timeframes (1H-Daily)
Band Characteristic: Expanding or wide bands indicating strong momentum
Entry Rules:
Long Entry in Uptrend: Wait for RSI to pull back to basis line or slightly below, enter when RSI starts rising again
Short Entry in Downtrend: Wait for RSI to rally to basis line or slightly above, enter when RSI starts falling again
Avoid Counter-Trend: Do not fade RSI at bands during strong trends (band walk patterns)
Exit Rules:
Trailing Stop: Move stop to break-even when RSI reaches opposite band
Trend Break: Exit when RSI crosses basis against trend direction with conviction
Band Squeeze: Reduce position size when bands start narrowing significantly
Strategy 3: Breakout Preparation
Setup Conditions:
Market Type: Consolidating market after significant move or at key technical levels
Timeframe: Any timeframe, but longer timeframes provide more reliable breakouts
Band Characteristic: Narrowest band width in recent 100 bars (squeeze alert)
Preparation Phase:
Identify band squeeze condition (bands at multi-period narrowest point)
Monitor price action for consolidation patterns (triangles, rectangles, flags)
Prepare bracket orders for both directions
Wait for band expansion to begin
Entry Execution:
Breakout Confirmation: Enter in direction of RSI band breakout (RSI breaks above upper band or below lower band)
Price Confirmation: Ensure price also breaks corresponding technical level
Volume Confirmation: Look for volume expansion supporting the breakout
Risk Management:
Stop Loss: Place beyond consolidation pattern opposite extreme
Position Sizing: Use smaller size due to false breakout risk
Quick Exit: Exit immediately if RSI returns inside bands within 1-3 bars
Strategy 4: Multi-Timeframe Analysis
Timeframe Selection:
Higher Timeframe: Daily or 4H for trend context
Trading Timeframe: 1H or 15m for entry signals
Confirmation Timeframe: 5m or 1m for precise entry timing
Analysis Process:
Trend Identification: Check higher timeframe RSI position relative to bands, trade only in direction of higher timeframe momentum
Setup Formation: Wait for trading timeframe RSI to show pullback to basis in trending direction
Entry Timing: Use confirmation timeframe RSI band touch or crossover for precise entry
Alignment Confirmation: All timeframes should show RSI moving in same direction for highest probability setups
📋 DETAILED PARAMETER CONFIGURATION
RSI Source:
Close (Default): Standard price point, balances responsiveness and reliability
HL2: Reduces noise from intrabar volatility, provides smoother RSI values
HLC3 or OHLC4: Further smoothing for very choppy markets, slower to respond but more stable
Volume-Weighted: Consider using VWAP or volume-weighted prices for additional liquidity context
RSI Length Parameter:
Shorter Periods (5-10): More responsive but generates more signals, suitable for scalping or very active trading, higher noise level
Standard (14): Default and most widely used setting, proven balance between responsiveness and reliability, recommended starting point
Longer Periods (21-30): Smoother momentum measurement, fewer but potentially more reliable signals, better for swing trading or position trading
Optimization Note: Test across different market regimes, optimal length often varies by instrument volatility characteristics
RSI MA Type Parameter:
RMA (Default): Wilder's original smoothing method, provides traditional RSI behavior with balanced lag, most widely recognized and tested, recommended for standard technical analysis
EMA: Exponential smoothing gives more weight to recent values, faster response to momentum changes, suitable for active trading and trending markets, reduces lag compared to RMA
SMA: Simple average treats all periods equally, smoothest output with highest lag, best for filtering noise in choppy markets, useful for long-term position analysis
WMA: Weighted average emphasizes recent data less aggressively than EMA, middle ground between SMA and EMA characteristics, balanced responsiveness for swing trading
Advanced Options: Full access to 25+ moving average types including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive behavior), T3 (smoothness), Kalman Filter (optimal estimation)
Selection Guide: RMA for traditional analysis and backtesting consistency, EMA for faster signals in trending markets, SMA for stability in ranging markets, adaptive types (KAMA/FRAMA) for varying volatility regimes
BB Length Parameter:
Short Length (10-15): Tighter bands that react quickly to RSI changes, more frequent band touches, suitable for active trading styles
Standard (20): Balanced approach providing meaningful statistical context without excessive lag
Long Length (30-50): Smoother bands that filter minor RSI fluctuations, captures only significant momentum extremes, fewer but higher quality signals
Relationship to RSI Length: Consider BB Length greater than RSI Length for cleaner signals
BB MA Type Parameter:
SMA (Default): Standard Bollinger Bands calculation using simple moving average for basis line, treats all periods equally, widely recognized and tested approach
EMA: Exponential smoothing for basis line gives more weight to recent RSI values, creates more responsive bands that adapt faster to momentum changes, suitable for trending markets
RMA: Wilder's smoothing provides consistent behavior aligned with traditional RSI when using RMA for both RSI and BB calculations
WMA: Weighted average for basis line balances recent emphasis with historical context, middle ground between SMA and EMA responsiveness
Advanced Options: Full access to 25+ moving average types for basis calculation, including HMA (reduced lag), DEMA/TEMA (enhanced responsiveness), KAMA/FRAMA (adaptive to volatility changes)
Selection Guide: SMA for standard Bollinger Bands behavior and backtesting consistency, EMA for faster band adaptation in dynamic markets, matching RSI MA type creates unified smoothing behavior
BB Multiplier Parameter:
Conservative (1.5-1.8): Tighter bands resulting in more frequent touches, useful in low volatility environments, higher signal frequency but potentially more false signals
Standard (2.0): Default setting representing approximately 95% confidence interval under normal distribution, widely accepted statistical threshold
Aggressive (2.5-3.0): Wider bands capturing only extreme momentum conditions, fewer but potentially more significant signals, reduces false signals in high volatility
Adaptive Approach: Consider adjusting multiplier based on instrument characteristics, lower multiplier for stable instruments, higher for volatile instruments
Parameter Optimization Workflow:
Start with default parameters (RSI:14, BB:20, Mult:2.0)
Test across representative sample period including different market regimes
Adjust RSI length based on desired responsiveness vs stability tradeoff
Tune BB length to match your typical holding period
Modify multiplier to achieve desired signal frequency
Validate on out-of-sample data to avoid overfitting
Document optimal parameters for different instruments and timeframes
Reference Levels Display:
Enabled (Default): Shows traditional 30/50/70 levels for comparison with dynamic bands, helps visualize the adaptive advantage
Disabled: Cleaner chart focusing purely on dynamic zones, reduces visual clutter for experienced users
Educational Value: Keeping reference levels visible helps understand how dynamic bands differ from fixed thresholds across varying market conditions
📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES
Comparison with Traditional RSI:
Fixed Threshold RSI Limitations:
In ranging low-volatility markets: RSI rarely reaches 70/30, missing tradable extremes
In trending high-volatility markets: RSI frequently breaks through 70/30, generating excessive false reversal signals
Across different instruments: Same thresholds applied to volatile crypto and stable forex pairs produce inconsistent results
Threshold Adjustment Problem: Manually changing thresholds for different conditions is subjective and lagging
RSI Bollinger Bands Advantages:
Automatic Adaptation: Bands adjust to current volatility regime without manual intervention
Consistent Logic: Same statistical approach works across different instruments and timeframes
Reduced False Signals: Band width filtering helps distinguish meaningful extremes from noise
Additional Information: Band width provides volatility context missing in standard RSI
Objective Extremes: Statistical basis (standard deviations) provides objective extreme definition
Comparison with Price-Based Bollinger Bands:
Price BB Characteristics:
Measures absolute price volatility
Affected by large price gaps and outliers
Band position relative to price not normalized
Difficult to compare across different price scales
RSI BB Advantages:
Normalized Scale: RSI's 0-100 bounds make band interpretation consistent across all instruments
Momentum Focus: Directly measures momentum extremes rather than price extremes
Reduced Gap Impact: RSI calculation smooths price gaps impact on band calculations
Comparable Analysis: Same RSI BB appearance across stocks, forex, crypto enables consistent strategy application
Performance Characteristics:
Signal Quality:
Higher Signal-to-Noise Ratio: Dynamic bands help filter RSI oscillations that don't represent meaningful extremes
Context-Aware Alerts: Band width provides volatility context helping traders adjust position sizing and stop placement
Reduced Whipsaws: During consolidations, narrower bands prevent premature signals from minor RSI movements
Responsiveness:
Adaptive Lag: Band calculation introduces some lag, but this lag is adaptive to current conditions rather than fixed
Faster Than Manual Adjustment: Automatic band adjustment is faster than trader's ability to manually modify thresholds
Balanced Approach: Combines RSI's inherent momentum lag with BB's statistical smoothing for stable yet responsive signals
Versatility:
Multi-Strategy Application: Supports both mean reversion (ranging markets) and trend continuation (trending markets) approaches
Universal Instrument Coverage: Works effectively across equities, forex, commodities, cryptocurrencies without parameter changes
Timeframe Agnostic: Same interpretation applies from 1-minute charts to monthly charts
Limitations and Considerations:
Known Limitations:
Dual Lag Effect: Combines RSI's momentum lag with BB's statistical lag, making it less suitable for very short-term scalping
Requires Volatility History: Needs sufficient bars for BB calculation, less effective immediately after major regime changes
Statistical Assumptions: Assumes RSI values are somewhat normally distributed, extreme trending conditions may violate this
Not a Standalone System: Like all indicators, should be combined with price action analysis and risk management
Optimal Use Cases:
Best for swing trading and position trading timeframes
Most effective in markets with alternating volatility regimes
Ideal for traders who use multiple instruments and timeframes
Suitable for systematic trading approaches requiring consistent logic
Suboptimal Conditions:
Very low timeframes (< 5 minutes) where lag becomes problematic
Instruments with extreme volatility spikes (gap-prone markets)
Markets in strong persistent trends where mean reversion rarely occurs
Periods immediately following major structural changes (new trading regime)
USAGE NOTES
This indicator is designed for technical analysis and educational purposes to help traders understand the interaction between momentum measurement and statistical volatility bands. The RSI Bollinger Bands has limitations and should not be used as the sole basis for trading decisions.
Important Considerations:
No Predictive Guarantee: Past band touches and patterns do not guarantee future price behavior
Market Regime Dependency: Indicator performance varies significantly between trending and ranging market conditions
Complementary Analysis Required: Should be used alongside price action, support/resistance levels, and fundamental analysis
Risk Management Essential: Always use proper position sizing, stop losses, and risk controls regardless of signal quality
Parameter Sensitivity: Different instruments and timeframes may require parameter optimization for optimal results
Continuous Monitoring: Band characteristics change with market conditions, requiring ongoing assessment
Recommended Supporting Analysis:
Price structure analysis (support/resistance, trend lines)
Volume confirmation for breakout signals
Multiple timeframe alignment
Market context awareness (news events, session times)
Correlation analysis with related instruments
The indicator aims to provide adaptive momentum analysis that adjusts to changing market volatility, but traders must apply sound judgment, proper risk management, and comprehensive market analysis in their decision-making process.
AI Bot Regime Feed (v6) — stableThis indicator generates real-time, structured JSON alerts for external trading bots or automation systems.
It combines multiple technical layers to identify market regimes and high-probability buy/sell events, and sends them to any webhook endpoint (e.g., a FastAPI or Zapier listener).
Short-Term Capitulation Oscillator (STCO, Diodato 2019)Description:
This script is a faithful implementation of the Short-Term Capitulation Oscillator (STCO) from Chris Diodato's 2019 CMT paper, "Making The Most Of Panic". It's a tactical breadth and volume oscillator designed to "fish for market bottoms" by identifying short-term investor capitulation.
What It Is
The STCO combines the 10-day moving averages of NYSE up-volume and advancing issues. It measures the ratio of advancing momentum (in both volume and number of issues) relative to the total traded momentum. The result is a raw, un-normalized oscillator that typically ranges from 0 to 200.
How to Interpret
The STCO is a tactical tool for identifying near-term oversold conditions and potential bounces.
Low Readings: Indicate that sellers have likely exhausted themselves in the short term, creating a potential entry point for a bounce. The paper found that readings below 90, 85, and 80 were often followed by strong market performance over the next 5-20 days.
Overbought/Oversold Lines: Use the customizable overbought/oversold lines to define your own capitulation zones and potential entry areas.
Settings
Data Sources: Allows toggling the use of "Unchanged" issues/volume data.
Thresholds: You can set the overbought and oversold levels based on the paper's research or your own testing.
Long-Term Capitulation Oscillator (LTCO, Diodato 2019)Description:
This script is a faithful implementation of the Long-Term Capitulation Oscillator (LTCO) from Chris Diodato's award-winning 2019 CMT paper, "Making The Most Of Panic". It is a strategic, market-wide breadth and volume oscillator designed to identify major, long-term market bottoms.
What It Is
The LTCO combines long-term moving averages (34, 55, 89, 144, and 233-day) of NYSE advancing/declining issues and up/down volume. It uses a unique "average of averages" method to create a responsive yet strategic long-term indicator. This script plots the raw, un-normalized value as described in the paper, which typically oscillates in the 700-1100 range.
How to Interpret
The LTCO is a strategic tool for identifying potentially significant market turning points.
Extremely Low Readings: Suggest that a long-term period of selling has reached a point of exhaustion, potentially marking a major bear market low or a generational buying opportunity. The paper backtested various thresholds, with values below 950, 925, and especially 875 showing historically strong forward returns over the next 6-24 months.
Overbought/Oversold Lines: The script includes customizable overbought/oversold lines to help you visually identify these critical zones.
Settings
Data Sources: Allows toggling the use of "Unchanged" issues/volume data for the calculation.
Thresholds: You can set the overbought and oversold levels to your preference, based on the paper's findings or your own research.
Diodato 'All Stars Align' SignalDescription:
This indicator is an overlay that plots the "All Stars Align" buy signal from Chris Diodato's 2019 CMT paper, "Making The Most Of Panic." It is designed to identify high-conviction, short-term buying opportunities by requiring a confluence of both price-based momentum and market-internal weakness.
What It Is
This script works entirely in the background, calculating three separate indicators: the 14-day Slow Stochastic, the Short-Term Capitulation Oscillator (STCO), and the 3-DMA of % Declining Issues. It then plots a signal directly on the main price chart only when the specific "All Stars Align" conditions are met.
How to Interpret
A green cross (+) appears below a price bar when a high-conviction buy signal is generated. This signal triggers only when two primary conditions are true:
The 14-day Slow Stochastic is in "oversold" territory (e.g., below 20).
AND at least one of the market internal indicators shows a state of panic:
Either the STCO is oversold (e.g., below 140).
Or the 3-DMA % Declines shows a panic spike (e.g., above 65).
This confluence signifies a potential exhaustion of sellers and can mark an opportune moment to look for entries.
Settings
Trigger Thresholds: You can customize the exact levels that define an "oversold" or "panic" state for each of the three underlying indicators.
Data Sources: Allows toggling the use of "Unchanged" data for the background calculations.
Stochastic Settings: You can adjust the parameters for the Slow Stochastic calculation.
Alarm Pack (MA14/21 - MACD - CU-RSI - Pivot PP) - SigmorAlgoA clean alarm/confirmation pack by SigmorAlgo.
4 MAs (14/21/50/100) with selectable type (EMA/SMA/SMMA), CU-RSI (22/66) crosses, MACD confirmations, and optional Daily Pivot PP.
Built for clarity: trend filter (MA50/MA100), real-time alerts, and minimal visuals.
Suggested RSI preset: Fast 22, Slow 66 (balanced). For faster signals try 14/42; for slower 28/84.
Dual RSI TL (AI Trend Mapper) - SigmorAlgoDual RSI TL (AI Trend Mapper) — an intelligent momentum and trendline mapping system built to give traders clarity, structure, and precision.
It merges a dual-layer RSI framework (fast & slow) with automatic RSI trendlines to identify strength, exhaustion, and reversals in real time.
⚙️ Main Features:
• Dual RSI system (fast & slow) with fully adjustable lengths
• Automatic RSI trendline mapping (AI-driven slope detection)
• Real-time crossover and confirmation alerts
• Clean visual markers for entry & exit points
• Compatible with EMA, SMA, and Pivot-based systems
💡 Recommended Settings:
• Default: Fast = 25, Slow = 75 (1:3 ratio) — ideal balance for 15m–1D traders
• Faster reaction: 12/36 or 14/42
• Slower/long-term: 28/84 or 30/90
Whether you trade scalps, intraday setups, or daily swings, Dual RSI TL adapts dynamically to price behavior — giving you a visual edge without noise.
Created by SigmorAlgo — for traders who value clarity over clutter.
OG Indicators - EnhancedA simple effort to combine William's % R, MACD & Stochastic into single script
Wilder's ADX/DIワイルダー氏が作ったトレンドの強弱を計るインジケーターです。証券会社のものは微妙に計算式が違うため、ワイルダー氏のオリジナルの計算式で作りました。
It’s an indicator created by Mr. Wilder to measure the strength of a trend.
Since the calculation formulas used by brokerage firms vary slightly, this version is built using Mr. Wilder’s original formula.
Standard Deviation VolatilityThe Standard Deviation (StDev) measures the volatility or dispersion of price from its historical average. Higher values suggest greater price fluctuation and potentially a trending market. Lower values indicate lower volatility, often found during consolidation or ranging markets.
標準偏差（Standard Deviation）は、価格の過去の平均からの**ばらつき（ボラティリティ）**を測る指標です。値が高いほど価格変動が激しく、トレンド相場であることを示唆します。値が低いほど、レンジ相場または保ち合いであることを示します。
Ultimate RSI (14) TDBurbin's RSI Alerts:
RSI alerts can be used ONLY when you're awaiting a chart to shift it's momentum. Example: You are waiting for a take profit signal and you'd like a push notification when this is triggered.
These are NOT intended to be Buy and Sell signals. Only to get your attention. Pair with other confirmations.
**There are 4 alerts. "RSI Bullish Cross" "RSI Bearish Cross" "RSI Bounce Buy" "RSI Sell".
Both of the Cross alerts can be early. Can be too early. The RSI Bounce Buy and RSI Sell are when the RSI line has crossed back inside the outer bands; from Oversold or Overbought. They are a fairly reliable signal, especially when used with other TA such as support, volume, etc.
Default Overbought is 80, default oversold is 20.
Can be used on multiple timeframes.
This is a modified version of LuxAlgo's Ultimate RSI. This is for education purposes only and personal use by Burbin. Inspired by AA, and dedicated to TD.
LuxAlgo's Description:
The Ultimate RSI indicator is a new oscillator based on the calculation of the Relative Strength Index that aims to put more emphasis on the trend, thus having a less noisy output. Opposite to the regular RSI, this oscillator is designed for a trend trading approach instead of a contrarian one.
🔶 USAGE
While returning the same information as a regular RSI, the Ultimate RSI puts more emphasis on trends, and as such can reach overbought/oversold levels faster as well as staying longer within these areas. This can avoid the common issue of an RSI regularly crossing an overbought or oversold level while the trend makes new higher highs/lower lows.
The Ultimate RSI crossing above the overbought level can be indicative of a strong uptrend (highlighted as a green area), while an Ultimate RSI crossing under the oversold level can be indicative of a strong downtrend (highlighted as a red area).
The Ultimate RSI crossing the 50 midline can also indicate trends, with the oscillator being above indicating an uptrend, else a downtrend. Unlike a regular RSI, the Ultimate RSI will cross the midline level less often, thus generating fewer whipsaw signals.
For even more timely indications users can observe the Ultimate RSI relative to its signal line. An Ultimate RSI above its signal line can indicate it is increasing, while the opposite would indicate it is decreasing.
🔹Smoothing Methods
Users can return more reactive or smoother results depending on the selected smoothing method used for the calculation of the Ultimate RSI. Options include:
Exponential Moving Average (EMA)
Simple Moving Average (SMA)
Wilder's Moving Average (RMA)
Triangular Moving Average (TMA)
These are ranked by the degree of reactivity of each method, with higher ones being more reactive (but less smooth).
Users can also select the smoothing method used by the signal line.
🔶 DETAILS
The RSI returns a normalized exponential average of price changes in the range (0, 100), which can be simply calculated as follows:
ema(d) / ema(|d|) × 50 + 50
🔶 SETTINGS
Length: Calculation period of the indicator
Method: Smoothing method used for the calculation of the indicator.
Source: Input source of the indicator
🔹Signal Line
Smooth: Degree of smoothness of the signal line
Method: Smoothing method used to calculation the signal line.
Ultimate RSI (2) TDBurbin's RSI Alerts:
RSI alerts can be used ONLY when you're awaiting a chart to shift it's momentum. Example: You are waiting for a take profit signal and you'd like a push notification when this is triggered.
These are NOT intended to be Buy and Sell signals. Only to get your attention. Pair with other confirmations.
This is a modified version of LuxAlgo's Ultimate RSI. This is for education purposes only and personal use by Burbin. Inspired by AA, and dedicated to TD.
LuxAlgo's Description:
The Ultimate RSI indicator is a new oscillator based on the calculation of the Relative Strength Index that aims to put more emphasis on the trend, thus having a less noisy output. Opposite to the regular RSI, this oscillator is designed for a trend trading approach instead of a contrarian one.
🔶 USAGE
While returning the same information as a regular RSI, the Ultimate RSI puts more emphasis on trends, and as such can reach overbought/oversold levels faster as well as staying longer within these areas. This can avoid the common issue of an RSI regularly crossing an overbought or oversold level while the trend makes new higher highs/lower lows.
The Ultimate RSI crossing above the overbought level can be indicative of a strong uptrend (highlighted as a green area), while an Ultimate RSI crossing under the oversold level can be indicative of a strong downtrend (highlighted as a red area).
The Ultimate RSI crossing the 50 midline can also indicate trends, with the oscillator being above indicating an uptrend, else a downtrend. Unlike a regular RSI, the Ultimate RSI will cross the midline level less often, thus generating fewer whipsaw signals.
For even more timely indications users can observe the Ultimate RSI relative to its signal line. An Ultimate RSI above its signal line can indicate it is increasing, while the opposite would indicate it is decreasing.
🔹Smoothing Methods
Users can return more reactive or smoother results depending on the selected smoothing method used for the calculation of the Ultimate RSI. Options include:
Exponential Moving Average (EMA)
Simple Moving Average (SMA)
Wilder's Moving Average (RMA)
Triangular Moving Average (TMA)
These are ranked by the degree of reactivity of each method, with higher ones being more reactive (but less smooth).
Users can also select the smoothing method used by the signal line.
🔶 DETAILS
The RSI returns a normalized exponential average of price changes in the range (0, 100), which can be simply calculated as follows:
ema(d) / ema(|d|) × 50 + 50
🔶 SETTINGS
Length: Calculation period of the indicator
Method: Smoothing method used for the calculation of the indicator.
Source: Input source of the indicator
🔹Signal Line
Smooth: Degree of smoothness of the signal line
Method: Smoothing method used to calculation the signal line.
Simple RSIThis script is just a fun little project I decided to do. It serves as a way for me to practice my coding and was not made with the intent of making money.
Market Regime (w/ Adaptive Thresholds)Logic Behind This Indicator
This indicator identifies market regimes (trending vs. mean-reverting) using adaptive thresholds that adjust to recent market conditions.
Core Components
1. Regime Score Calculation (0-100 scale)
Starts at 50 (neutral) and adjusts based on two factors:
A. Trend Strength
Compares fast EMA (5) vs. slow EMA (10)
If fast > slow by >1% → +60 points (strong uptrend)
If fast < slow by >1% → -60 points (strong downtrend)
B. RSI Momentum
Uses 7-period RSI smoothed with 3-period EMA
RSI > 70 → +20 points (overbought/trending)
RSI < 30 → -20 points (oversold/mean-reverting)
The score is then smoothed and clamped between 0-100.
2. Adaptive Thresholds
Instead of fixed levels, thresholds adjust to recent market behavior:
Looks back 100 bars to find the min/max regime score
High threshold = 80% of the range (trending regime)
Low threshold = 20% of the range (mean-reverting regime)
This prevents false signals in different volatility environments.
3. Regime Classification
Regime Score Classification Meaning
Above high threshold STRONG TREND Market is trending strongly (follow momentum)
Below low threshold STRONG MEAN REVERSION Market is choppy/oversold (fade moves)
Between thresholds NEUTRAL No clear regime (stay out or wait)
4. Regime Persistence Filter
Requires the regime to hold for a minimum number of bars (default: 1) before confirming
Prevents whipsaws from brief score fluctuations
What It Aims to Detect
When to use trend-following strategies (green = buy breakouts, ride momentum)
When to use mean-reversion strategies (red = buy dips, sell rallies)
When to stay out (gray = unclear conditions, high risk of false signals)
Visual Cues
Green background = Strong trend (momentum strategies work)
Red background = Strong mean reversion (contrarian strategies work)
Table = Shows current regime, color, and score
Alerts = Notifies when regime changes
Multiple Symbol Trend Screener [Pineify]Multiple Symbol Trend Screener Pineify – Ultimate Multi-Indicator Scanner for TradingView
Empower your trading with deep market insights across multiple symbols using this feature-rich Pine Script screener. The Multiple Symbol Trend Screener Pineify enables traders to monitor and compare trends, reversals, and consolidations in real-time across the biggest equity symbols on TradingView, through a synergistic blend of popular technical indicators.
Key Features
Monitor up to 15 symbols and their trends simultaneously
Integrates 7 professional-grade indicators: MA Distance, Aroon, Parabolic SAR (PSAR), ADX, Supertrend, Keltner Channel, and BBTrend
Color-coded table display for instant visual assessment
Customizable lookback periods, indicator types, and calculation methods
SEO optimized for multi-symbol trend detection, screener, and advanced TradingView indicator
How It Works
This indicator leverages TradingView’s Pine Script v6 and request.security() to process multiple symbols across selected timeframes. Data populates a dynamic table, updating each cell based on the calculated value of every underlying indicator. MA Distance highlights deviation from moving averages; Aroon flags emerging trend strength; PSAR marks potential trend reversals; ADX assesses trend momentum; Supertrend detects bullish/bearish phases; Keltner Channel and BBTrend offer volatility and power insights.
Set up your preferred symbols and timeframes
Each indicator runs its calculation per symbol using its parameter group
All results are displayed in a table for a comprehensive dashboard view
Trading Ideas and Insights
Traders can use this screener for cross-market comparison, directional bias, entry/exit filtering, and comprehensive trend evaluation. The screener is excellent for swing trading, day trading, and portfolio tracking. It enables confirmation across multiple frameworks — for example, spotting momentum with ADX before confirming direction with Supertrend and PSAR.
Identify correlated movements or divergences across selected assets
Spot synchronized trend changes for basket trading ideas
Filter symbols by volatility, strength, or trend status for precise trade selection
How Multiple Indicators Work Together
The screener’s edge lies in its intelligent correlation of popular indicators. MA Distance measures the proximity to chosen moving averages, ideal for spotting overbought/oversold conditions. Aroon reveals the strength of new price trends, PSAR indicates reversal signals, and ADX quantifies the momentum of these trends. Supertrend provides a directional phase, while Keltner Channel & BBTrend analyze volatility shifts and band compressions. This amalgamation allows for a robust, multi-dimensional market snapshot, capturing details missed by single-indicator tools.
By displaying all key metrics side-by-side, the screener enables holistic decision-making, revealing confluence zones and contradiction areas across multiple tickers and timeframes.
Unique Aspects
Original implementation combining seven independent trend and momentum indicators for each symbol
Rich customization for symbols, timeframes, and all indicator parameters
Intuitive color-coding for quick reading of bullish/bearish/neutral signals
Comprehensive dashboard for instant actionable insights
How to Use
Load the indicator onto your TradingView chart
Go to the script’s settings and input your preferred symbols and relevant timeframes
Set your desired parameters for each indicator group: Moving Average type, Aroon length, PSAR values, ADX smoothing, etc.
Observe the results in the top-right table, then use it to filter candidates and validate trade setups
The screener is suitable for all timeframes and asset classes available on TradingView. Make sure your chart’s timeframe matches the one used in the scanner for optimal accuracy.
Customization
Choose up to 15 symbols to monitor in a single dashboard
Customize lookback periods, indicator types, colors, and display settings
Configure alerting options and thresholds for advanced trade automation
Conclusion
The Multiple Symbol Trend Screener Pineify sets a new standard for multi-asset screening on TradingView. By elegantly merging seven proven technical indicators, the screener delivers powerful trend detection, reversal analysis, and volatility monitoring — all in one dashboard. Take your trading to new heights with in-depth, customizable market surveillance.
