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Quarter Levels — Auto Recentering NQ onlyQuarter Levels — Auto Recentering (PERMANENT) + Big Offset Labels What it is This tool paints true horizontal key levels that traders naturally anchor to: the 00 / 25 / 50 / 75 quarter levels (black), the 35 / 65 / 90 reaction levels (red), and the 10 / 80 sweep/edge levels (purple). Lines are infinite horizontals and the grid auto-recenters ±200 points around current price each new bar. Labels on the right show the last two digits (e.g., 25, 35, 50, 65, 75, 80, 90), so you instantly know which level you’re at. Why it helps Markets often “snap” to simple numbers. These levels create a clean scaffold for intraday structure, pullbacks, and rotations—without clutter or lagging math. Color Legend Black — 00 / 25 / 50 / 75: Core quarter levels. Expect frequent pauses, re-tests, and rotations. Use: default S/R map; bias for mean-reversion inside ranges. Red — 35 / 65 / 90: “Continuation / reaction” levels. Price often accelerates through these once momentum takes. Use: breakout guides and precise take-profit targets. Purple — 10 / 80: Sweep / edge levels. Price often wicks into these and rejects. Use: fade the last push, or confirm a sweep before a reversal. How it works The script draws the levels as extend.both horizontals (not derived from candle points). Every new bar, it rebuilds the grid around close ± 200 pts (editable in code: RANGE_POINTS). Prices are snapped to tick (syminfo.mintick) so lines lock to the Y-axis. Labels show only the offset (two-digit number) to keep the chart clean. Setup & Customization No inputs required. If you want tweaks, open the code and edit at the top: RANGE_POINTS – widen/narrow the vertical coverage. LABEL_OFFSET – push labels further to the right. LABEL_SIZE – size.small / normal / large. Color & width constants (per group). Practical Use (playbook) Use this grid as a price map, not a signal generator. Combine it with your execution tools. 1) In Range Conditions Fade to Black: When price rotates inside a range, look for exhaustion into black levels (00/25/50/75). Plan: wait for rejection (wick + failed follow-through), enter back toward the mid/next quarter. Stop just beyond the level; first target the next red or black. Purple Sweeps: Watch quick spikes into 10/80 that immediately fail. Plan: fade the sweep with tight risk; scale out at 25/75; hold a runner to 50. 2) In Trend / Momentum Red Rails (35/65/90): When momentum is strong, price often steps through red levels cleanly. Plan: use them as continuation targets or trail anchors. If pullback holds above a prior red level, consider continuation with stop below that level. Quarter-to-Quarter Ladders: In clean trends, expect quarter-to-quarter traversals (00→25→50→75→00…). Plan: add on pullbacks to 25 or 50 with trend confirmation (e.g., 9/21 EMA stack or anchored VWAP hold). 3) Confluence (AI-logic suggestions) Pair the grid with any two of: VWAP / Anchored VWAP: Rejections at a quarter level + VWAP = higher quality entry. EMAs (9/21/50/200): Use as directional filter. Only take longs at quarters when fast EMAs > slow EMAs. Liquidity cues: Prior high/low, session O/H/L, or liquidity pools aligning with a quarter level. Orderflow / footprint: Aggressive delta through a red level? Expect follow-through to the next black or red. Volatility (ATR): If ATR expands, lean more on red levels (continuations). In compression, lean more on black and purple (fades). Risk & Management Tips Stops: Just beyond the level you’re trading against. Let the level “be wrong” to prove you wrong. Targets: Next red or black line. Scale at the first, hold a small runner to the next. Session awareness: Levels interact differently in Asia/EU/US. In US RTH, expect sharper responses at red and purple. Timeframes: Works across all. Intraday (1–15m) for entries; 1h/4h daily for context. Do not chase: If you miss the touch, wait for the next level; the map is dense by design. Limitations This indicator does not generate buy/sell signals; it supplies a stable structure. In runaway trends, price can cut through multiple lines—use trend filters and risk caps. Auto-recentering means the visible band travels with price; if you need static levels far away, increase RANGE_POINTS. Troubleshooting No labels? Make sure max_labels_count isn’t hit and SHOW_LABELS = true. Labels too close to price? Increase LABEL_OFFSET. Too many lines? Reduce RANGE_POINTS or hide a color group in code. Credits / License Created by: TRC — The Refuge Camp License: Free to use on TradingView with attribution. If you fork or embed, please credit “TRC — The Refuge Camp” and link back to the original post/profile. Quick Start (TL;DR) Add the script. Trade the map: Fade purple/black in ranges. Target red/black in trends. Combine with VWAP/EMAs or your orderflow tool for confirmation. Respect stops just beyond the level; scale at the next line. Happy trading, and welcome to the Quarter-Level grid.
Chỉ báo Pine Script®
bởi The_Refuge_Camp
Dobrusky Price Action EngineWhat it does & who it’s for Highlights bars and zones only after liquidity and volatility gates pass, then applies structure rules (swing-aware reversals, wick/body caps) and draws objective multi-timeframe levels and a daily gap state. Built for liquid indices, ETFs, and futures (ES, NQ, SPY, QQQ). Why this is an Engine (not a mashup) Components are coupled through a short-circuited flow: upstream gates decide whether downstream logic can produce tags, and reversal logic adds location/structure requirements. This coupling changes outputs versus plotting each piece independently. Signal Flow (ordering and vetoes) 1) Volatility Gate — Pass when bar range is at least ATR times the acceptable volatility threshold (defaults: ATR length 14, threshold 0.33). ATR is computed from RTH bars (09:30–16:00 ET) and persisted across non-RTH bars. 2) Volume Gate — Pass when volume is at least SMA(volume, 50) times the acceptable volume threshold (defaults: length 50, threshold 0.33). 3) Structure — If gates pass, evaluate patterns and swing-aware reversals. Reversal tags require proximity to a recent swing (0–2 bars back) using a tolerance tied to the relevant bar’s range. 4) Context — Draw D/W/M/Y levels, pivot bands, and daily gaps (original vs remaining imbalance). Signals do not require these anchors to print, but they provide where-it-matters context. Computation Overview (definitions & defaults) Sessions / ATR — RTH is 09:30–16:00 ET on trading days. ATR length 14 on RTH bars; non-RTH inherits the last RTH ATR value. Default acceptable volatility threshold: 0.33. Volume Gate — Volume must be at least SMA(volume, 50) multiplied by acceptable volume threshold (default 0.33). Patterns Doji : body ≤ range × dojiBodyToTotalRatio (default 0.10). Inside bar : high ≤ prior high and low ≥ prior low. Hammer : lower-wick ≥ body × hammerBodyToTotalRatio (default 2.0) and upper-wick ≤ range × shortWickToTotalRatio (default 0.15). Shooter : symmetrical to hammer. Reversal (bull) — green body; close ≥ prior bar midpoint or body ≥ one-half of prior range; upper-wick ≤ range × reversalBarShortWick (default 0.33); swing proximity test required. Bearish symmetrical. Swing proximity for reversals — Use the most recent swing low/high up to 2 bars back. Require the open to be within a tolerance of either the swing’s open or price; tolerance equals one-quarter of that bar’s range. Volume anomalies — Flags high/low-volume anomalies using current vs prior bar and the volume SMA; shown as “A” overlays for context. Chop filter (overlap model) — Marks consolidation when the current high–low range overlaps each of the last M bars by at least the enter threshold (defaults: M=3, enter 0.45). Exit when overlap drops below the exit threshold (default 0.35) with K confirmations (default 2). Optional compression check: average range of the last M+1 bars less than ATR × multiplier (default 0.9). On confirmed exit, the zone trims the last K bars for a crisp terminal edge. The chop zone is visual context only; it does not mute signals. Gaps (Daily) — Lookback 200 sessions. Track both original and partial (remaining) bounds; optional partial-fill shrinking. Filter out gaps smaller than 0.1 × ATR(14). Levels & pivots — Previous Day/Week/Month High/Low/Close; current opens; D/W/M/Y pivots (PP, R1–R3, S1–S3 using 0.382/0.618/1.0 swing widths). Auto-hide by timeframe via inputs. What prints (labels) H, HI, HA — Hammer, Hammer+Inside, Hammer with volume-anomaly. S, SI, SA — Shooter, Shooter+Inside, Shooter with volume-anomaly. D, DI, DA — Doji, Doji+Inside, Doji with higher volume. I — Inside bar (when not also tagged as reversal/hammer/shooter). R, RI — Bullish below bar / Bearish above bar; base and Inside variants. A — Contextual volume anomaly (triangle location shows orientation). How the parts work together (practical effects) Volatility and volume gates block low-energy bars before any tag can print. Reversal tags require body/midpoint strength, wick balance, and swing proximity, filtering out generic color-change “reversals.” Chop boxes quantify consolidation with overlap, compression, and debounced exit; the K-bar trim makes zones cleaner to trade around. Daily gaps render remaining imbalance distinct from the original gap, offering clearer context for reading reactions near those bounds. Repainting & timing Pattern decisions use confirmed bar data; no look-ahead. RTH ATR updates on RTH bars; non-RTH uses the last RTH value. Daily gaps and higher-TF levels update after their respective TF closes; drawing uses a single pass on the last bar with managed IDs for performance. Auto-hide settings remove clutter on higher timeframes. Inputs you control (defaults) Volatility gate : atrLength 14; acceptableVolatilityThreshold 0.33 Volume gate : volumeMetricLength 50; acceptableVolumeThreshold 0.33 Patterns : hammerBodyToTotalRatio 2.0; shortWickToTotalRatio 0.15; dojiBodyToTotalRatio 0.10; reversalBarShortWick 0.33 Chop : M 3; enter 0.45; exit 0.35; K 2; useChopCompression true; chopATRMult 0.9 Gaps : gapLookback 200; usePartialFill false; min size 0.1 × ATR(14) Levels : toggle D/W/M/Y sets, pivot bands, and auto-hide thresholds by timeframe Worked example (ES, 5-minute) Bar range 5.4; ATR(14, RTH) 6.2 → volatility gate passes (0.33 × ATR ≈ 2.05). Volume 1.1 × SMA(50) → volume gate passes. Prior swing low printed 1 bar ago; distance from open within tolerance (prior bar range ÷ 4). Close ≥ prior midpoint and upper wick ≈ 0.22 × range ≤ 0.33 → Bullish Reversal (R) prints. Nearby context: yesterday’s low and a remaining gap bound. Originality & closed-source rationale RTH-faithful ATR gating conditions all tags, preventing overnight/pre-market dilution of volatility and materially changing when prints can appear. Clause-based, swing-aware reversal model demands body/midpoint strength, wick balance, and location within a dynamic tolerance to a true swing. Gap state machine distinguishes original vs remaining imbalance with optional partial shrinking and ATR-scaled filtering. Chop with overlap, compression, and debounced exit trimming produces measurable consolidation zones rather than ad-hoc ranges. How to use Apply to liquid symbols; keep default gates initially. Prioritize R and RI near meaningful context (levels, pivots, remaining gap bounds). H and S gain weight when gates and structure align. Stops: bar extremes or opposite gap/level. Targets: next level or other side of a remaining gap. Use as context/confirmation, not an auto-trader. Limitations & notes Thin symbols and half-days may distort gates; loosen thresholds or disable RTH dependence if needed. Crypto/24×7 markets: consider disabling RTH dependence or raising the volatility threshold. Signals can print away from levels; levels and gaps provide context, not a requirement.
Chỉ báo Pine Script®
bởi adobtrades
TIME-Trading Indicator + AlertsWhat it is A Pine Script study that profiles intraday behavior by day+time windows in CET/CEST, verifies it on history, colors the chart by the expected bias & strength, shows tables/heatmaps with backtest stats, and can alert at the start of each window with a full trading summary. Core ideas Day is split into 7 CET windows: 0–6, 6–9, 9–12, 12–15, 15–18, 18–22, 22–24 (NYC is unified as 15–18 and 18–22 across the whole script.) For each weekday & window we have an expectation (Bull/Bear/Neutral/Chop) with a strength 1–5 and a label (e.g., “Skokový rast”, “Výplach”…). Script backtests those expectations on your chart’s history: Computes return of each window (log-return from first bar open to last bar close of the window). Counts Hit-rate (bull window = return>0; bear window = return<0; neutral/chop excluded). Tracks Avg % drift, t-stat, and sample size N. Trend regime (Auto/Manual) Auto (EMA): price vs EMA(length) on a higher timeframe (configurable) + optional slope filter. Manual override: Bull / Bear / Neutral. Regime is read without look-ahead (uses previous bar’s regime when closing a window). What you see Background shading of the current window – color family by category (green=bull, red=bear, gray=neutral, orange=chop), shade by strength 1–5. Optional labels on window change with regime + label text (“Bull • Najsilnejší rast týždňa”). Forecast panel (bottom-right) listing the next X windows with label & strength. Results tables (three views): Heatmap 7×7 (default): weekday × window grid, each cell shows one metric (toggle among Hit-rate / Avg % / t-stat). Deň (stránkovanie): full stats for a single day (N, Hit-rate, Avg %, t, label). Split 2× (dlhá): two stacked tables (Mon–Thu, Fri–Sun) to fit small screens. Alerts (window start) Optionally fire at the start of every window. Message includes: weekday + window, expectation label, strength, current regime, recommended action (Long/Short/Wait), Hit-rate %, Avg %, and N. Create alerts in TV with Condition → Any alert() function call (so the script’s dynamic text is used). Optional filters (easy to add/adjust): min N, min Hit-rate, only Bull/Bear windows. Inputs you control Regime mode, EMA length, higher-TF for trend check, require EMA slope. CET/CEST timezone (uses “Europe/Bratislava” by default). Toggles: background, labels, forecast, results view, table text size, heatmap metric. Alert enable; (we can add min-N / min-HR filters if you want them by default). How stats are computed (important) A window’s return is measured strictly inside the window (open of first bar → close of last bar). The window is credited to the correct weekday even across midnight. Hit-rate uses only directional windows (Bull/Bear). Neutral/Chop are excluded. Best practices Use chart TF that divides an hour (5/15/30/60m) so window boundaries align cleanly. Read the heatmap primarily by Hit-rate (signal reliability) and cross-check with Avg % (effect size) and t-stat (significance). Trade at the start of a strong window in the direction of the current regime, exit time-based (end of window) or on PT/SL. If you want, I can also: mask/show only cells with N ≥ threshold, add NYC sub-split toggle off/on, export stats to CSV, or add webhooks-friendly compact alert strings.
Chỉ báo Pine Script®
bởi Denyzzzz
#MS Topping Tail DetectorShows potential Topping Tails. A topping tail is a candlestick pattern feature often seen on price charts that signals potential selling pressure or a reversal from an uptrend. Here’s how it works: 🔍 Definition A topping tail (also called an upper shadow or wick) is the thin line above the candlestick body showing how high the price went during a trading period before sellers pushed it back down. It indicates that buyers were in control early, but sellers took over, causing the price to fall from its high before the close.
Chỉ báo Pine Script®
bởi MatSeaburg
Relative Strength Ratio • Leader Shift Signals## Overview This indicator computes a **Relative Strength (RS) ratio** between your chart’s symbol and a reference symbol (e.g. BTC or index), then overlays an EMA-based trend filter and detects **RS divergences** via RSI on that ratio. It highlights when your symbol is leading vs lagging, and spots potential turning points via bullish/negative divergences. No alerts are forced, you get visual cues (lines & labels) only. --- ## How It Works 1. **RS Ratio** = (base symbol price) ÷ (reference symbol price). 2. Two EMAs (fast & slow) filter trend context and help identify “leader shifts” (when ratio crosses the fast EMA under trend constraints). 3. **RSI on the ratio** is used to detect divergences. We find swing highs/lows in the *ratio* and compare their RSI values: * **Bearish RS divergence**: ratio makes a higher high, but RSI makes a lower high * **Bullish RS divergence**: ratio makes a lower low, but RSI makes a higher low 4. When divergence is confirmed, the script draws connecting lines (and optional markers) on the RS ratio pane to visually flag them. 5. You can customize pivot sensitivity, minimum separation, colors, and toggles for which graphics to show. --- ## Best Usage Suggestions * Use a **reference symbol** that is meaningfully related (e.g. BTC for altcoins, SPX for equities, or a sector index for a stock). The interpretive power comes from seeing relative strength vs a meaningful peer. * On **higher timeframes** (4H, daily), divergences tend to carry more weight. On lower intraday charts, tighten pivot settings to avoid noise. * Prefer divergence signals when the RS ratio is also in a favorable trend (e.g. above its EMA for bullish divergences, below for bearish). Using the trend filter EMAs helps reduce false signals. * Always confirm divergence signals with **price structure, volume, or other momentum indicators**. Divergence is a warning or a hint—not a standalone trigger. * Because RSI on ratio is subject to noise, avoid over-tuning pivots too tight; broader pivot widths give more robust divergence lines. --- ## Inputs & Customization * **Reference Symbol & Timeframe** for ratio comparison * **Fast EMA / Slow EMA lengths** and slope threshold (trend filter) * **RSI length** applied to the RS ratio * **Pivot left / right bars** and **min separation** to define sturdy swings * **Toggle lines / markers** visibility, and pick colors for divergence, ratio, EMAs * Optional “shade” or fill modes (if you have them) --- ## Limitations & Disclaimers * Divergence does **not guarantee** reversals—it often signals **weakening momentum or potential turning zones**, which may not always play out. * In extremely volatile or fast-moving markets, divergence lines may lag or fail. * The script relies on historical data (no future lookahead). Because pivots are confirmed after a few bars, some signals show with delay. * As always: combine with price action, structure, risk management. This is a tool—not a magic eight ball. ---
Chỉ báo Pine Script®
bởi Blk0ut
Gaussian MACD RSI v2Gaussian Filter MACD Strategy (Zero Cross + RSI Gate) What it does This strategy evaluates momentum using a Gaussian-smoothed MACD and requires a MACD zero-line cross to confirm trend initiation. A configurable RSI threshold filters weak signals, aiming to reduce whipsaws around the zero line. Entries occur only when momentum and baseline strength agree; exits are triggered by MACD crossing below its signal to capture the meat of the move while avoiding discretionary overrides. How it works (concepts, not code) Gaussian MACD: The fast/slow components are smoothed with a Gaussian-style filter to reduce noise relative to standard EMA MACD. Zero-line confirmation: Longs require MACD to cross above zero, aligning entries with positive momentum regimes. RSI gate: A threshold (default 50) further filters entries so that only setups with baseline strength qualify. Exit logic: Positions close when MACD crosses below its signal line, providing an objective exit without trailing logic. Sources: The script supports standard and Heikin-Ashi-derived sources for traders who prefer alternate preprocessing. How to use it Add the strategy to a clean chart. Keep default settings for initial testing; then adjust the RSI threshold and symbol/timeframe for your market. Favor liquid instruments where slippage and fills are reliable. Forward-test and walk-forward before any live use. Default Properties (used for this publication) Initial Capital: $25,000 Order Size: 100% of equity per trade (no leverage). Commission: 0.02% per side. Slippage: 2 ticks (or 0.02% on percent-based markets). Timeframe used for the published chart: 15-minute (example) Dataset: SPY/QQQ/large-cap equities (2+ years) producing 100+ trades in sample. Note: This strategy does not use hard stops by default. If you prefer risk caps ≤ 5–10% per trade, add a stop in the Inputs and re-publish; otherwise, this description explains the deviation per House Rules. Disclosures Backtest results are estimates; real-world fills, slippage, and availability may differ. No guarantee of performance. Use prudent position sizing and independent verification.
Chiến lược Pine Script®
bởi pjmauldin
Mean Reverting Suite [OmegaTools]Overview The Mean Reverting Suits (MR Suite) by OmegaTools is an advanced analytical and visualization framework designed to identify directional exhaustion, statistical overextensions, and conditions consistent with mean-reversion dynamics. It integrates three pillars into a single display: a composite momentum-normalized oscillator, a percentile-based extension model with volume contextualization, and a dynamic structural mapping engine built on confirmed pivots. The indicator does not generate signals or prescribe trade actions; it provides objective context so users can evaluate market balance and the likelihood that price is departing from its recent statistical baseline. Core logic The composite oscillator blends MFI on two horizons and RSI on HL2, then averages them to produce a stabilized mean-reversion gauge. Candle and bar colors are mapped by a dual gradient centered at 50. Readings above 50 progressively shift from neutral gray toward the bearish accent color to reflect increasing momentum saturation; readings below 50 shift from the bullish accent color toward gray to reflect potential accumulation or temporary undervaluation. This continuous mapping avoids rigid thresholds and conveys the strength and decay of momentum as a smooth spectrum. The percentile-based extension model measures the persistence of directional bias by tracking how many bars have elapsed since the last opposing condition. These rolling counts are compared to the 80th percentile of their own historical distributions stored in arrays. When a current streak exceeds its respective percentile, the environment is labeled as statistically extended in that direction. Background shading communicates this information and is modulated by relative volume, computed as live volume divided by a blended average of SMA(30) and EMA(11). Higher opacity implies greater liquidity participation during the extension. The structural mapping module uses confirmed pivot highs and lows at the chosen length to create persistent horizontal levels that extend forward and automatically maintain themselves until price invalidates or refreshes them. These levels represent market memory zones and assist in reading where reactions previously formed. The engine updates in real time, ensuring the framework continuously reflects the prevailing structure. Standard deviation and z-score overlay The updated version introduces a mean and dispersion layer. A simple moving average of HL2 over twice the length provides the reference mean. Dispersion is estimated as the moving average of the absolute deviation between close and the mean over five times the length. The z-score is computed as the distance of price from the mean divided by this dispersion proxy. Visual arrows highlight observations where the absolute z-score exceeds two standard deviations, offering a concise view of statistically unusual departures from the local mean. This layer complements the percentile extension model by adding an orthogonal measure of extremity based on distributional distance rather than run length. Visualization Candle bodies and borders inherit the oscillator’s gradient color, creating an immediate sense of directional pressure and potential momentum fatigue. The chart background activates when the extension model detects a statistically rare streak, using blue tones for bearish extension and red tones for bullish extension, with intensity scaling by relative volume. Horizontal lines denote active pivot-based levels, automatically extending, truncating, and refreshing as structure evolves. The z-score arrows appear only when deviations exceed the ±2 threshold, keeping the display focused on noteworthy statistical events. Inputs and configuration Length controls the sensitivity of all modules. Lower values make the oscillator and pivot detection more reactive; higher values smooth readings and widen structural context. Bullish and Bearish colors are user-selectable to match platform themes or accessibility requirements. Interpretation guidance A strong red background indicates an unusually extended bullish run in the presence of meaningful volume; a strong blue background indicates an unusually extended bearish run in the presence of meaningful volume. Candle gradients near deep bearish tones suggest oscillator readings well above 50; gradients near deep bullish tones suggest oscillator readings well below 50. Pivot lines mark the most recently confirmed structural levels that the market has reacted to. Z-score arrows denote points where price has moved beyond approximately two standard deviations of its local mean, signaling statistically uncommon distance rather than directional persistence. None of these elements are directives; they are objective descriptors designed to improve situational awareness. Advantages The framework is adaptive by design and self-normalizes to each instrument’s volatility and rhythm through percentile logic and dispersion-based distance. It is volume-aware, visually encoding liquidity pressure so that users can distinguish thin extensions from structurally significant ones. It reduces chart clutter by unifying momentum state, statistical extension, standard deviation distance, and structural levels into a single coherent view. It is asset- and timeframe-agnostic, suitable for intraday through swing horizons across futures, equities, FX, and digital assets. Usage notes MR Suite is intended for analytical and educational purposes. It does not provide trading signals, risk parameters, or strategy instructions. Users may employ its context alongside their own methodologies, risk frameworks, and execution rules. The indicator’s value derives from quantifying how unusual a move is, showing how much liquidity supports it, and anchoring that information to evolving structural references, thereby improving the clarity and consistency of discretionary assessment without prescribing actions.
Chỉ báo Pine Script®
bởi OmegaTools
Adaptive Z-Momentum (AZM) [Blk0ut]Adaptive Z-Momentum (AZM) is a momentum indicator that expresses the normalized deviation of price from a dynamic anchor (VWAP or EMA) in standard-score (z-score) terms, with adaptive “extreme” thresholds, trend sensitivity, and optional regime filtering. The line color, background shading, and labels help you visually discern when momentum is mild, building, or overextended. --- ## Features & Concept * Computes **z = (price – anchor) / σ**, where the anchor is either Session VWAP (intraday) or EMA (non-intraday). * Uses exponential moving averages (EWMA) to adaptively estimate the running mean and variance, making the indicator responsive to regime changes. * Defines an **adaptive extreme threshold** (±z threshold) based on the chosen percentile of |z| over a lookback window (e.g. 90th percentile) — dynamically adjusting to volatility environment. * Colors the main z-line **differently when inside vs. outside the extreme thresholds**, giving immediate visual feedback. * Optionally shades the background when momentum is over the extremes (bullish or bearish). * Supports a **self-tuning mode** (ADX-aware) that tightens or relaxes lookback/smoothing in strong trend vs. chop regimes. * Regime filtering options (EMA slope or ADX threshold) let you filter signals in trend vs. non-trend markets. * Plots Δz (the change in z) in various styles to help detect acceleration or deceleration in momentum. * Adds optional thrust/fade labels to highlight when z crosses ±extreme zones, or when momentum stalls. --- ## How to Use * Look for **z crossing** above zero (bullish momentum) or below zero (bearish momentum). * When **z enters the extreme band**, it suggests strong momentum; when it exits, that may indicate exhaustion or reversal. * Watch **Δz** (momentum acceleration) for clues of weakening or strengthening momentum before z itself reacts. * Use the **regime filter** to enforce that signals only count in favorable directional markets. * Customize inputs: lookback window, smoothing length, extreme percentile, ADX/auto settings, colors, etc., to match your trading style and timeframe. *Use VWAP as the anchor on intraday/session charts — because it resets each session, it highlights deviations from session “fair value” and captures volume-flow bias. *Use EMA on swing or multi-day charts — it doesn’t reset, so it preserves trend structure and gives a smoother momentum baseline across sessions. *In trending markets, EMA tends to deliver more reliable momentum extremes; in range or mean-reversion regimes, VWAP often gives more intuitive reversal zones. --- ## Limitations & Disclaimers * Like all indicators, AZM is **lagging** (though adaptive) and should not be used as a standalone entry/exit trigger — always combine with price action, structure, or confirmation. * The extreme thresholds are **percentile-based**, meaning in very quiet or very noisy periods, “extreme” may shift rapidly; use your eyes alongside the indicator. * Because the script uses historical data and smoothing, earlier bars may differ from real-time behavior. * Past behavior is no guarantee of future performance. Use proper risk management and test ideas on historical data before trading live. --- ## Inputs & Customization * **Anchor** mode: Session VWAP (intraday) or EMA * **Lookback window** and **smoothing EMA** for computing z * **Extreme percentile** (e.g. 90) to define ±z thresholds * **Auto / ADX-based tuning** to allow dynamic parameter changes in trending vs chop markets * **Regime filter** (EMA slope or ADX) to restrict signals to trending conditions * **Color settings** for inside vs outside extremes, background shading, zero line, Δz style, labels, etc. * **Show/hide labels**, choose Δz style (columns, histogram, line, etc.) --- ## Why It’s Useful By combining standard-score normalization with adaptive thresholds and regime sensitivity, AZM helps you see **relative momentum extremes** in a way that adjusts to market regime shifts. The dual visual cues (line color + background) reduce ambiguity at a glance. ---
Chỉ báo Pine Script®
bởi Blk0ut
ICT Levels Breach Scanner (12M Timeframe)Detects and scans for breaches of key Inner Circle Trader (ICT) concepts on the yearly (12M) chart: Swing Lows (3-bar wick pivots), Rejection Blocks (3-bar body pivots), Fair Value Gaps (3-bar inefficiencies), and Volume Imbalances (bullish body gaps ≥0.15%, unmitigated). Features: Tracks active levels with arrays for real-time breach detection (price low below any level triggers alert). Visuals: Blue solid lines (Swing Lows), orange dashed (Rejection Blocks), purple dotted (FVGs), green boxes (VIs)—all extending right. Red triangle + bgcolor alert on breach bar; built-in alertcondition for notifications. Optimized for Pine Screener: Filter stocks (e.g., US exchanges) showing symbols where price has traded below these levels on the latest 12M bar. Usage: Apply to a 12M chart for viz, or add to Screener > Pine tab for multi-symbol scans. Customize gap % or add bearish variants via inputs. Ideal for spotting potential support in long-term trends. ICT-inspired; test on liquid stocks like AAPL/TSLA. Not financial advice.
Chỉ báo Pine Script®
bởi jcg3003
3DMA % Declining Issues (Diodato 2019)Description: This script is a faithful implementation of the "3-DMA % Declining Issues" indicator from Chris Diodato's 2019 CMT paper, "Making The Most Of Panic." It is a simple but highly effective short-term panic meter based on market breadth. What It Is This indicator first calculates the percentage of total traded issues on the NYSE that were decliners for that day. It then plots a 3-day simple moving average of that percentage. The result is a 0-100 scale indicator that provides a clear visual of the intensity of recent, widespread selling pressure. How to Interpret Unlike a typical "oversold" oscillator where low is a signal, with this indicator, a high value indicates panic. Panic Spikes: A sharp spike upward suggests that a very large portion of the market is selling off simultaneously. The paper found that when this indicator exceeded 65%, 70%, or 75%, it often marked a point of extreme short-term panic that presented a buying opportunity. Panic Threshold: The script includes a customizable "Panic Threshold" line (defaulting to 65) to help you instantly spot these events. Settings Data Sources: Allows toggling the use of "Unchanged" issues data. Thresholds: You can set the "Panic Threshold" line to your preferred level (e.g., 65, 70, 75).
Chỉ báo Pine Script®
bởi suresh789
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.
Chỉ báo Pine Script®
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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.
Chỉ báo Pine Script®
bởi suresh789